+35,200.0%
VLO vs TRMB
+3,206.1%
+31,993.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.2% |
| 7D | -0.4% | +4.1% | -4.6% | -1.1% |
| 30D | -16.6% | -5.1% | -11.5% | -16.0% |
| 3M | +12.3% | -2.6% | +14.9% | +12.3% |
| 6M | +47.8% | -2.7% | +50.5% | +47.4% |
| YTD | +126.7% | -27.9% | +154.6% | +136.8% |
| 1Y | +105.4% | -29.0% | +134.4% | +114.9% |
| 3Y | +222.0% | +35.0% | +187.0% | +200.6% |
| 5Y | +449.8% | -33.9% | +483.7% | +468.6% |
| 10Y | +754.3% | +106.1% | +648.2% | +641.5% |
| All | +35,200.0% | +3,206.1% | +31,993.8% | +24,491.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling